Does COVID-19 vaccination improve mental health? A difference-in-difference analysis of the UnderstandingCoronavirus in America study

Abstract Background Mental health problems increased during the COVID-19 pandemic. Knowledge that one is less at risk after being vaccinated may alleviate distress, but this hypothesis remains unexplored. Here we test whether psychological distress declined in those vaccinated against COVID-19 in the US and whether changes in perceived risk mediated any association. Methods A nationally-representative cohort of U.S. adults (N=5,792) in the Understanding America Study were interviewed every two weeks from March 2020 to June 2021 (28 waves). Difference-in-difference regression tested whether getting vaccinated reduced distress (PHQ-4 scores), with mediation analysis used to identify potential mechanisms, including perceived risks of infection, hospitalization, and death. Results Vaccination was associated with a 0.09 decline in distress scores (95% CI:-0.15 to -0.04) (0-12 scale), a 5.7% relative decrease compared to mean scores in the wave prior to vaccination. Vaccination was also associated with an 8.44 percentage point reduction in perceived risk of infection (95% CI:-9.15% to -7.73%), a 7.44-point reduction in perceived risk of hospitalization (95% CI:-8.07% to -6.82%), and a 5.03-point reduction in perceived risk of death (95% CI:-5.57% to -4.49%). Adjusting for risk perceptions decreased the vaccination-distress association by two-thirds. Event study models suggest vaccinated and never vaccinated respondents followed similar PHQ-4 trends pre-vaccination, diverging significantly post-vaccination. Analyses were robust to individual and wave fixed effects, time-varying controls, and several alternative modelling strategies. Results were similar across sociodemographic groups. Conclusion Receiving a COVID-19 vaccination was associated with declines in distress and perceived risks of infection, hospitalization, and death. Vaccination campaigns could promote these additional benefits of being vaccinated.